Speed was once a roadblock to intra-day risk analysis, but the latest technology has broken through, delivering fast, accurate valuation and risk calculations to traders and portfolio managers. Advanced techniques such as algorithmic differentiation are driving better trading decisions.
During this webinar, Dr. Russell Goyder will:
- Highlight the benefits that real-time risk can deliver to the front office, including more accurate hedging of complex portfolios and superior risk management
- Discuss the different approaches to algorithmic differentiation and an optimal approach
- Show how several asset managers and hedge funds are using real-time risk and stress testing to improve performance of their trading strategies
- Exhibit the speed and accuracy improvement for a large multi-currency, multi-asset structured derivative portfolio